Setting up address books

[Marc]

Hi,
how do I set up my personal and business address book in
Outlook Express, so as to be able to print separate
mailing labels from them in Microsoft Word? When I try
to do it now (using MS Word, Tools, Mail merge, etc), it
only gives me the option of using Address Book as a data
source. This will print out all of my addresses which is
not what I want to do.

Any suggestions?
Marc